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Loan risk pricing system of the bank is the core of interest rate marketization. Realizing independent pricing of loan interest rate will be an inevitable tendency. At present, commercial banks of China have widely developed credit rating system for customers. And it is a question which must be solved urgently that how to carry on risk pricing of loan interest rate and determine market competition...
This paper is on how to build an investment model of security investment fund which will produce the maximum in profits. The deficiencies in Markowitzpsilas portfolio selection decision model are analysed. In this paper, the writers use nonlinear and dynamic model depending on Return-Variance model under the limited condition to decide how to invest. The design method of fund portfolio is presented...
This study uses data envelopment analysis (DEA) to evaluate the operational efficiency of 50 Chinese open-end funds, and makes a comparative analysis of selected fundspsila operational efficiency according to the fund size, investment type and investment style from the perspective of the overall and division. The result showed that bond funds had the maximum and stable average efficiency, hybrid funds...
Based on the maximum entropy theory, this paper presents a new model for solving the large scale portfolio problem. Unlike Markowitzpsilas model, this new model is not based upon any probabilistic assumption on the distribution of stock data in the market, so it is more suitable for the solution of real problem. By some simplification, we derive a convex program model. It is with separable variables...
The real estate industry has been the pillar industry of national economic. And the high returns and high risks would coexist in this industry. First, this paper established the real estate portfolio model based on information entropy, with the smallest risk as the greatest benefits. In addition, this paper developed a new algorithm to find the optimal real estate portfolio to achieve the smallest...
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